+20.8%
SWK vs SHAK
+105.4%
-84.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -2.3% | +3.0% | -5.3% | -3.2% |
| 30D | +30.4% | +8.2% | +22.2% | +27.5% |
| 3M | +12.1% | +4.6% | +7.6% | +10.2% |
| 6M | +49.1% | +16.3% | +32.7% | +40.8% |
| YTD | +60.4% | -7.6% | +68.0% | +58.0% |
| 1Y | +78.3% | -18.7% | +97.1% | +81.7% |
| 3Y | +53.3% | +36.4% | +16.9% | +28.2% |
| 5Y | -27.0% | -10.5% | -16.4% | -34.8% |
| 10Y | +20.8% | +99.0% | -78.2% | -27.6% |
| All | +20.8% | +105.4% | -84.5% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling